A bootstrap theorem for a preliminary test estimator

DOI10.1080/03610929208830898zbMath0774.62029OpenAlexW2016395689MaRDI QIDQ4202720

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Publication date: 12 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830898

zbMATH Keywords

bootstraplocal alternativeslimit distributionrestricted estimatorempirical distributionspreliminary test estimatorbootstrap distributionestimating population meanpooling estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items (6)

On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding ⋮ Strong and auxiliary forms of the semi-Lagrangian method for incompressible flows ⋮ Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order ⋮ MODEL SELECTION AND INFERENCE: FACTS AND FICTION ⋮ CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? ⋮ Improved biased estimation in an ANOVA model

Cites Work

• Nonparametric estimation of location parameter after a preliminary test on regression
• Bootstrap methods: another look at the jackknife
• Inference based on conditional speclfication
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Unnamed Item

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